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Definition 1.1: Differential Equation

The document defines and classifies ordinary and partial differential equations. Ordinary differential equations contain derivatives of dependent variables with respect to a single independent variable, while partial differential equations involve derivatives of multiple independent variables. Differential equations are also classified by order, where the order is the highest derivative present, and by linearity, where linear equations are those whose dependent variables and derivatives appear to the first power. Several examples of first, second, third, and fourth order linear and nonlinear ordinary differential equations are provided. The document also provides examples of verifying that a given function satisfies a given differential equation.

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84 views7 pages

Definition 1.1: Differential Equation

The document defines and classifies ordinary and partial differential equations. Ordinary differential equations contain derivatives of dependent variables with respect to a single independent variable, while partial differential equations involve derivatives of multiple independent variables. Differential equations are also classified by order, where the order is the highest derivative present, and by linearity, where linear equations are those whose dependent variables and derivatives appear to the first power. Several examples of first, second, third, and fourth order linear and nonlinear ordinary differential equations are provided. The document also provides examples of verifying that a given function satisfies a given differential equation.

Uploaded by

nadersh019
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Ordinary Differential Equations

Definition 1.1 : Differential Equation

An equation containing the derivatives of one or more


dependent variables, with respect to one or more independent
variables, is said to be a differential equation ( D E ).

Differential equations are classified by type, order and linearity.

Classification by Type :

If an equation contains only ordinary derivatives of one or more


dependent variables with respect to a single independent variable,
it is said to be an ordinary differential equation ( O D E ). For
example,
𝑑𝑦 𝑥 𝑑2 𝑦 𝑑𝑦
+ 10𝑦 = 𝑒 & 2 − + 6𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥

Are ordinary differential equations. An equation involving the


partial derivatives of one or more dependent variables with of two
or more independent variables is called a partial differential
equation ( P D E ). For example,
𝜕𝑢 𝜕𝑣 𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢
=− & = −2
𝜕𝑦 𝜕𝑥 𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡

Are partial differential equations.

Classification by Order :

The order of a differential equation ( O D E ore P D E) is the order


of the highest derivative in the equation. For example
𝑑2 𝑦 𝑑𝑦 3
𝟏. + 5 ( ) − 4𝑦 = 𝑒 𝑥
𝑑𝑥 2 𝑑𝑥
1
is a second-order ordinary differential equation.

𝟐. (𝑦 − 𝑥 )𝑑𝑥 + 4𝑥𝑑𝑦 = 0

Can be put into the form


𝑑𝑦
4𝑥 +𝑦 =𝑥
𝑑𝑥

is a first-order ordinary differential equation.

Classification as Linear or Nonlinear :

A differential equation 𝑦 (𝑛) = 𝑓(𝑥, 𝑦, 𝑦 ′ , … , 𝑦 (𝑛−1) ) is said to be


linear when 𝑓 is a linear function of 𝑦 ′ , … , 𝑦 (𝑛−1) . This means that
an equation is linear if it can be written in the form
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥 ) ( )
𝑛 + 𝑎𝑛−1 𝑥
( )
𝑛−1 + ⋯ + 𝑎1 𝑥 + 𝑎0 (𝑥 )𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

The properties of linear differential equations:

i. The dependent variable 𝑦 and all derivatives are of the first


degree.
ii. Each coefficient depends only on the independent variable
𝑥.

Functions of y such as sin y or functions of derivatives of y such as


′
𝑒 𝑦 cannot appear in linear equation. A differential equation that
is not linear is said to be nonlinear.

The equations :

i. (𝑦 − 𝑥 )𝑑𝑥 + 4𝑥𝑑𝑦 = 0
′′ ′ 𝑑2 𝑦 𝑑𝑦
ii. 𝑦 − 2𝑦 + 𝑦 = 0, 2 −2 +𝑦 =0
𝑑𝑥 𝑑𝑥

2
𝑑3 𝑦 𝑑𝑦
iii. 𝑥 3 −4 + 6𝑦 = 𝑒 𝑥
𝑑𝑥 3 𝑑𝑥

Are linear first, second and third – order ordinary differential


equations, respectively.

The equations:

i. (1 + 𝑦)𝑦 ′ + 2𝑦 = 𝑒 𝑥
𝑑2 𝑦
ii. + 𝑠𝑖𝑛𝑦 = 0
𝑑𝑥 2
𝑑4 𝑦
iii. + 𝑦2 = 0
𝑑𝑥 4

Are nonlinear first, second and four- order differential equations,


respectively.

Definition 1.2 : Solutions of Differential Equation

Any function 𝜙 defined on some interval 𝐼 , which when


substituted into a differential reduces the equation to an identity,
is said to be a solution of the equation on the interval.

We say that 𝑦 = 𝜙(𝑥) satisfies the differential equation. The


interval 𝐼 could be an open interval (𝑎, 𝑏), a closed interval [𝑎, 𝑏] ,
an infinite interval (𝑎, ∞), and so on

Example 1 :
𝑥4 𝑑𝑦
Verify that 𝑦 = is a solution of the nonlinear equation =
16 𝑑𝑥
1
𝑥 𝑦 on the interval (−∞, ∞) .
2

Solution:
1
𝑑𝑦
Write the differential equation as −𝑥𝑦 =0
2
𝑑𝑥

3
1
1
𝑑𝑦 𝑥3 𝑥4 2 𝑥2
Using = 𝑎𝑛𝑑 𝑦 = ( ) =2
𝑑𝑥 4 16 4
1
𝑑𝑦 𝑥3 𝑥2 𝑥3 𝑥3
We see that − 𝑥 𝑦2 = −𝑥( ) = − =0
𝑑𝑥 4 4 4 4

Example 2 :

The function 𝑦 = 𝑥𝑒 𝑥 is a solution of the linear equation

𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0
On the interval (−∞, ∞)

Solution:

We compute

𝑦 ′ = 𝑥𝑒 𝑥 + 𝑒 𝑥 & 𝑦 ′′ = 𝑥𝑒 𝑥 + 2𝑒 𝑥
Observe that

𝑦 ′′ − 2𝑦 ′ + 𝑦 = (𝑥𝑒 𝑥 + 2𝑒 𝑥 ) − 2(𝑥𝑒 𝑥 + 𝑒 𝑥 ) + 𝑥𝑒 𝑥 = 0
For every real number.

Example 3 : Verification of an implicit solution

The relation 𝑥 2 + 𝑦 2 − 4 = 0 is an implicit solution of differential


𝑑𝑦 𝑥
equation =−
𝑑𝑥 𝑦

On interval −2 < 𝑥 < 2

Solution:

By implicit differentiation we obtain


𝑑𝑦 2𝑥 2𝑦 𝑑𝑦 𝑑𝑦 𝑥
2𝑥 + 2𝑦 =0 ⟹ + =0 ⟹ =−
𝑑𝑥 2𝑦 2𝑦 𝑑𝑥 𝑑𝑥 𝑦

4
Example 4:

Verify that 𝑦 = 2 sin 𝑥 + 3 cos 𝑥 is a solution of the differential


𝑑2 𝑦
equation + 𝑦 = 0.
𝑑𝑥 2

Solution:
𝑑𝑦 𝑑2 𝑦
= 2 cos 𝑥 − 3 sin 𝑥 & = −2 sin 𝑥 − 3 cos 𝑥
𝑑𝑥 𝑑𝑥 2

𝑑2 𝑦
We see that + 𝑦 = (−2 sin 𝑥 − 3 cos 𝑥 ) + (2 sin 𝑥 +
𝑑𝑥 2
3 cos 𝑥 ) = 0

Example 5 : Using different symbols

The function 𝑥 = 𝑐1 cos 4𝑡 & 𝑥 = 𝑐2 sin 4𝑡 where 𝑐1 & 𝑐2 are


arbitrary constants, are solutions of the differential equation

𝑥 ′′ + 16𝑥 = 0
Solution:

For 𝑥 = 𝑐1 cos 4𝑡 the first two derivatives with respect to t are

𝑥 ′ = −4𝑐1 sin 4𝑡 & 𝑥′′ = −16𝑐1 cos 4𝑡


Substituting 𝑥 ′′ & 𝑥 then gives

𝑥 ′′ + 16𝑥 = −16𝑐1 cos 4𝑡 + 16(𝑐1 cos 4𝑡) = 0


In like manner

For 𝑥 = 𝑐2 sin 4𝑡 we have 𝑥 ′ = 4𝑐2 cos 4𝑡 & 𝑥 ′′ =


−16𝑐2 sin 4𝑡

5
Substituting 𝑥 ′′ & 𝑥 then gives

𝑥 ′′ + 16𝑥 = −16𝑐2 sin 4𝑡 + 16(𝑐2 sin 4𝑡) = 0


Finally two parameter family 𝑥 = 𝑐1 cos 4𝑡 + 𝑐2 sin 4𝑡 is a
solution of the given equation

Examples Exercises 1.1

State whether the given differential equation is linear or


nonlinear. Give the order of each equation.

𝟏. (1 − 𝑥 )𝑦 ′′ − 4𝑥𝑦 ′ + 5𝑦 = 𝑐𝑜𝑠𝑥
The equation is linear and second order.

Verify that the indicated function is a solution of the given


differential equation.
𝑥
𝟏𝟏. 2𝑦 ′ + 𝑦 = 0 ; 𝑦 = 𝑒 −2
′ 1 −𝑥
We compute 𝑦 = − 𝑒 2
2

Observe that

′ 1 −𝑥 𝑥
−2
2𝑦 + 𝑦 = 2 (− 𝑒 2 ) +𝑒 =0
2

𝑑𝑦
𝟏𝟑. − 2𝑦 = 𝑒 3𝑥 ; 𝑦 = 𝑒 3𝑥 + 10𝑒 2𝑥
𝑑𝑥

We compute 𝑦 ′ = 3𝑒 3𝑥 + 20𝑒 2𝑥

Observe that

6
𝑑𝑦
− 2𝑦 = 3𝑒 3𝑥 + 20𝑒 2𝑥 − 2(𝑒 3𝑥 + 10𝑒 2𝑥 ) = 𝑒 3𝑥
𝑑𝑥

𝟏𝟓. 𝑦 ′ = 25 + 𝑦 2 ; 𝑦 = 5 tan 5𝑥

We write the differential equation as 𝑦 ′ − 25 − 𝑦 2 = 0

We compute 𝑦 ′ = 25 𝑠𝑒𝑐 2 5𝑥

Observe that

𝑦 ′ − 25 − 𝑦 2 = 25 𝑠𝑒𝑐 2 5𝑥 − 25 − 25 tan2 5𝑥 = 25( 𝑠𝑒𝑐 2 5𝑥 −


tan2 5𝑥 − 1)
1 1
𝟏𝟕. 𝑦 ′ + 𝑦 = sin 𝑥 ; 𝑦 = sin 𝑥 − cos 𝑥 + 10𝑒 −𝑥
2 2

We write the differential equation as 𝑦 ′ + 𝑦 − sin 𝑥 = 0


1 1
We compute 𝑦 ′ = cos 𝑥 + sin 𝑥 − 10𝑒 −𝑥
2 2

Observe that
1 1 1 1
𝑦 ′ + 𝑦 − sin 𝑥 = ( cos 𝑥 + sin 𝑥 − 10𝑒 −𝑥 ) + ( sin 𝑥 − cos 𝑥 +
2 2 2 2

10𝑒 −𝑥 ) − 𝑠𝑖𝑛𝑥 = 0

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